The close association between migraine and psychiatric comorbidities is well documented. Migraine frequently co-occurs with mood disorders, particularly depression and anxiety, exhibiting a bidirectional relationship across various populations, including children and adolescents. Emerging research has also highlighted significant associations between migraine and bipolar disorder, autism spectrum disorder (ASD), and attention-deficit/ hyperactivity disorder (ADHD). Shared pathophysiological mechanisms, including genetic predisposition, neurotransmitter imbalances, hormonal influences, and environmental factors, contribute to these comorbidities. Diagnosing migraine in individuals with ASD and ADHD presents unique challenges due to overlapping symptoms and communication barriers. Furthermore, psychiatric medications may influence migraine symptoms, necessitating careful management. This review explores the relationship between migraine and psychiatric disorders, emphasizing shared mechanisms, diagnostic considerations, and treatment strategies to optimize patient care. This review highlights the necessity for integrated clinical approaches that address both migraine and psychiatric comorbidities, ultimately improving health outcomes for affected individuals.